A Compromise Based Fuzzy Goal Programming Approach With Satisfaction Function For Multi-Objective Portfolio Optimisation.
Fang HeRong QuRobert I. JohnPublished in: ECMS (2015)
Keyphrases
- goal programming
- multi objective
- conflicting objectives
- multiple objectives
- multi criteria
- multi objective optimisation
- multiple criteria decision making
- trade off
- genetic algorithm
- assembly line balancing
- evolutionary algorithm
- multi objective optimization
- multi objective evolutionary
- optimization algorithm
- mathematical programming
- objective function
- nsga ii
- pareto optimal
- analytic hierarchy process
- particle swarm optimization
- multiobjective optimization
- data envelopment analysis
- decision makers
- pareto optimal solutions
- scheduling problem
- special case
- decision making
- neural network